Unlocked iPhone 4 heading to Apple Stores in the US

If you are in US and if you have to buy an iPhone you would have two options. You could either get it on contract from either AT&T or Verizon or you could buy it without a contract. However, in each case the device would be locked to the network. So far Apple only sold the iPhone unlocked in select...

i got a lost i phone 3gs.
what should i do now,in order to not to get tracked?
should i change the IMEI no?if then from where and how?
should i have to update the phone’s OS? if then from where and how?

should i have to lock/unlock something? if then from where and how?

should i have to do some thing in settings so that no one can track me? if then from where and how?

I envy what the Android phones can do. So much more. And very flexible. I'm never going to be fooled by Apple's clever advertising again. Unlocking iPhone 4 is too late. Even iPhone 5 won't impress me anymore.
A cheap simple midrange Android can do so much more than the most sleek iPhone of any version.